Pinned Repositories
highfrequency
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.
kdb
Companion files to kdb+ and q
machine-learning-for-trading
Notebooks, resources, and references accompanying the book Machine Learning for Algorithmic Trading
QuantLib
The QuantLib C++ library
quantQ
The repository for the Machine Learning and Big Data with kdb+/q book by Novotny et al.
solace
Solace middleware client for KDB+. Allows pub/sub from KDB+.
ssh352's Repositories
ssh352/aeron-rust-wrapper
ssh352/Apple-Dictionary
Custom Apple Dictionary support dark mode and offline pronunciation
ssh352/awesome-systematic-trading
A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资
ssh352/binance-sbe-java-sample-app
Sample app that decodes Binance "exchangeInfo" endpoint's SBE response to YAML.
ssh352/calenda-rs
ssh352/candle
Minimalist ML framework for Rust
ssh352/Chronicle-Salt
ssh352/ClickHouse
ClickHouse® is a free analytics DBMS for big data
ssh352/collections
High performance and low latency Exchange Collections written in Java
ssh352/cudarc
ssh352/grok-1
Grok open release
ssh352/hftbacktest
ssh352/highcharter
R wrapper for highcharts
ssh352/incremental
A library for incremental computations
ssh352/Java-Thread-Affinity-1
Bind a java thread to a given core
ssh352/kickstart.nvim
ssh352/nautilus_trader
ssh352/nvim
ssh352/openctp-rs
生成 OpenCTP 接口的 Rust 绑定 (Rust binding for openctp)
ssh352/OpenSource
Open Source Stuff : Python, etc.
ssh352/pulseui
Real-time interactive database applications
ssh352/quickfix-rs
ssh352/Rcatch22
R package for calculation of 22 CAnonical Time-series CHaracteristics
ssh352/sbepp
ssh352/sliding-window-aggregators
Reference implementations of sliding window aggregation algorithms
ssh352/sonarlint
A plugin that executes SonarLint checks without SonarQube server
ssh352/stlog
ssh352/tornado
ssh352/VisualHFT
VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.
ssh352/yd-lib-rs
易达高速柜台 Rust 绑定 (CTP ydClient rust system binding) （开发中）